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First you need to clean the wall thoroughly. It's always a good idea to clean your walls prior to painting because they pick up grime over time which will prevent the new coat of paint from adhering properly. In a kitchen, stains are more likely to be caused by splashes from food, so they could be greasy so it's even more important to clean first. Use TSP (tri-sodium phosphate) soap if you can find it; if not, there are enzyme-based substitutes that you can use which are OK.

You should sand the old primer, but not enough to remove it from the wall. You only want to roughen the surface so that the new primer has a better surface to hold onto. Make sure to wear a dust mask while you're sanding. Rub the wall lightly all over with sandpaper or a sanding sponge (which I use because they're washable and re-usable). You should see light scratches on the paint.

After you sand, be sure to wipe down the walls with a damp cloth to remove any dust from the sanding.

Finally, look for "stain-blocking primer". Make sure that the primer you choose will work with the type of paint -- oil-based or water-based (aka latex paint) -- that you're going to put over it. I've used Kilz to good effect; other people on this site recommend Zinnser Bullseye 1-2-3

Thanks a lot for this explanation. It'll help me a lot. I'm just a little confused about this "Make sure that the primer you choose will work with the type of paint -- oil-based or water-based (aka latex paint)" I don't have paint on the wall right now neither do I plan on painting the wall. I had simply white primer to begin with and thats what I plan on having afterwards as well. So I don't need to worry about the oil based or water based paint right?
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OmnipresentDec 22 '12 at 18:45

Why wouldn't you paint it? Particularly in a kitchen, where you'll have food splashes etc., you should paint with a high gloss paint which is very easy to clean. But if you're really not going to paint, you probably don't need to worry about it; in the US at least, oil-based paints are getting harder and harder to find, so choosing a primer that's compatible with latex paint would probably be the way to go.
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Niall C.♦Dec 22 '12 at 18:52

My house and kitchen aren't pained so I don't want only one wall to have paint. Thats why I don't plan on putting paint right now. Also, do you recommend any particular brush & roller for primer? I'm going with this primer: homedepot.com/webapp/wcs/stores/servlet/…
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OmnipresentDec 22 '12 at 19:52